+726.5%
IWD vs ARWR
-29.0%
+755.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | +0.6% | -0.7% | +1.2% | +0.6% |
| 3M | +7.2% | +14.9% | -7.7% | +7.1% |
| 6M | +16.2% | +32.6% | -16.4% | +15.9% |
| YTD | +23.3% | +30.0% | -6.7% | +23.0% |
| 1Y | +29.6% | +208.4% | -178.8% | +28.4% |
| 3Y | +70.5% | +208.8% | -138.3% | +68.4% |
| 5Y | +73.5% | +27.8% | +45.7% | +72.0% |
| 10Y | +198.3% | +1,107.6% | -909.2% | +191.1% |
| All | +726.5% | -29.0% | +755.5% | +714.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling